+15.2%
FROG vs RY
+238.4%
-223.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -11.9% |
| 7D | -24.5% | -1.1% | -23.4% | -23.9% |
| 30D | -24.3% | +4.4% | -28.7% | -26.0% |
| 3M | -11.7% | -2.9% | -8.8% | -10.3% |
| 6M | +37.1% | +15.6% | +21.6% | +24.7% |
| YTD | +19.5% | +21.8% | -2.3% | +4.4% |
| 1Y | +61.8% | +42.6% | +19.2% | +27.5% |
| 3Y | +178.1% | +160.9% | +17.2% | +48.1% |
| 5Y | +91.2% | +126.1% | -34.8% | +8.4% |
| All | +15.2% | +238.4% | -223.2% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling